-21.5%
GFS vs SBAC
-7.1%
-14.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -5.3% | +3.6% | -8.9% | -5.2% |
| 30D | -15.8% | +4.9% | -20.7% | -15.6% |
| 3M | -18.6% | +6.5% | -25.1% | -18.4% |
| 6M | -45.0% | -11.1% | -33.9% | -44.4% |
| YTD | +16.8% | +0.9% | +15.8% | +17.5% |
| 1Y | +17.8% | -1.6% | +19.4% | +18.7% |
| 3Y | -21.5% | -7.0% | -14.6% | -21.3% |
| All | -21.5% | -7.1% | -14.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling